vcov.lad: Calculate variance-covariance matrix from 'lad' models

In L1pack: Routines for L1 Estimation

Calculate variance-covariance matrix from lad models

Description

Returns the variance-covariance matrix of the main parameters of a fitted model for lad objects. The “main” parameters of model correspond to those returned by coef, and typically do not contain a nuisance scale parameter.

Usage

## S3 method for class 'lad'
vcov(object, ...)

Arguments

object	an object representing a fitted model.
...	additional arguments for method functions.

Value

A matrix of the estimated covariances between the parameter estimates in the linear regression model. This should have row and column names corresponding to the parameter names given by the coef method.

L1pack documentation built on May 31, 2023, 6:31 p.m.